-35.8%
LITE vs CP
+10.4%
-46.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.5% | -11.3% | -4.5% |
| 7D | -31.4% | +5.6% | -37.0% | -27.3% |
| 30D | -42.6% | +10.0% | -52.6% | -37.2% |
| 3M | -26.2% | +4.4% | -30.6% | -20.4% |
| 6M | -35.8% | +14.1% | -49.9% | -24.8% |
| All | -35.8% | +10.4% | -46.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling